Even though it makes the character walk, that is actually a "Perform" command. There used to be Personas that included both a "Perform" and "Move" in the r-click menu. The current ones only have "Perform".
The "move" worked in a much different way. If you imagine the character in a box, and move that box while the character animates in place inside it, that is what the "Move" command did. That is usually how a character works in games.
If you would like to try one that has "Move" commands, you may download this custom one that I made.
https://drive.google.com/open?id=0B3nsNVGroEz6cFp2ODQxX1hnUkEIt is comprised of two parts. The Persona file, which you can store in any folder you like, and a folder full of iMotions. Put that folder full of iMotions into your Template motion folder. C:\Users\Public\Documents\Reallusion\Template\iClone 7 Template\iClone Template\Motion
When you load the Persona, it will have a "Move" in the r-click menu. Selecting "Move" will present you with several options in a fly-out sub-menu. There are also a couple "Perform" motions included.